First, you need to check if .ex4 file can really be found in the folder shown on your screenshot. If it is there, you need to make sure, your MT4 app has access to read that folder. Try running it in Administrator mode. If the .ex4 isn't there, then it either does not compile or it compiles in some other folder. In both cases, you need to run MetaEditor, compile the .mq4 file and look at the output.